Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47712.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46317.42 Kr¶

PnL: ---------------------------------------> -571.15 Kr¶

DD now: ---------------------------------> -1.887 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:38:56.715412'

Anic Portfolio¶

Today¶

Return: -0.565 %¶

This Week¶

Return: -0.419 %¶

Total¶

Return: 56.198 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.740000 2817.500000 181.500000 6.890000 2636.000010
Beijer Electronics Group 26 -2.760000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 -1.210000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.380000 395.500000 40.500000 11.410000 355.000000
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Boozt 12 0.000000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 0.400000 606.100000 32.100000 5.590000 573.999998
MedCap 2 -2.580000 453.000000 32.000000 7.600000 421.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 0.040000 546.600000 19.600000 3.720000 527.000000
SAAB B 8 -0.210000 3396.000000 19.000000 0.560000 3377.000000
Securitas B 6 1.160000 586.680000 16.680000 2.930000 570.000000
Swedbank A 3 1.980000 579.750000 15.750000 2.790000 564.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.960000 251.280000 5.280000 2.150000 246.000000
Nordea Bank Abp 29 0.390000 3457.380000 3.380000 0.100000 3453.999992
Handelsbanken A 5 0.180000 547.000000 1.000000 0.180000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
CTEK 13 -2.830000 521.430000 -12.570000 -2.350000 533.999999
Essity B 2 -1.070000 557.200000 -16.800000 -2.930000 574.000000
Midsona B 63 -0.880000 564.480000 -18.520000 -3.180000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -3.040000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 0.790000 555.960000 -57.040000 -9.310000 612.999432
Axfood 13 -1.630000 3601.000000 -155.000000 -4.130000 3756.000001
OX2 18 -1.130000 1423.800000 -240.200000 -14.440000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46319.160000 -569.410000 -1.88314% 46888.564618

Updated:¶

'2023-01-24 16:38:34.221834'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶